927 citations
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cs.LG2014★ 927 cited
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives
Aaron Defazio, Francis Bach, Simon Lacoste-Julien
In this work we introduce a new optimisation method called SAGA in the spirit of SAG, SDCA, MISO and SVRG, a set of recently proposed incremental gradient algorithms with fast line…
cs.LG2012★ 6 cited
Cumulative Step-size Adaptation on Linear Functions: Technical Report
Alexandre Adrien Chotard, Anne Auger, Nikolaus Hansen
The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is…